-35.3%
TSLL vs ETSY
+3.4%
-38.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -6.7% | -5.1% | -9.3% |
| 7D | +1.9% | -8.5% | +10.4% | +5.4% |
| 30D | +17.8% | -10.9% | +28.7% | +22.5% |
| 3M | -37.0% | +14.1% | -51.1% | -41.6% |
| 6M | -37.7% | +37.5% | -75.2% | -47.9% |
| YTD | -51.4% | +38.0% | -89.4% | -60.0% |
| 1Y | -23.4% | +46.5% | -69.9% | -42.1% |
| All | -35.3% | +3.4% | -38.7% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ETSY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling